A moment-matching method to generate arbitrage-free scenarios

2015 ◽  
Vol 246 (2) ◽  
pp. 619-630
Author(s):  
Alessandro Staino ◽  
Emilio Russo
Keyword(s):  
Moment Matching ◽  
Matching Method

scholarly journals Local Moment Matching and S-convex Extrema

2007 ◽  
Vol 37 (2) ◽  
pp. 387-404
Author(s):  
Cindy Courtois ◽  
Michel Denuit
Keyword(s):  
Local Moment ◽  
Discrete Version ◽  
Moment Matching ◽  
Explicit Criterion ◽  
Matching Method ◽  
Negative Mass

The paper is devoted to the local moment matching method and its links with the discrete version of the s-convex extremal distributions. It is well-known that the local moment matching method can produce some negative masses. Connecting the local moment matching method to the discrete s-convex extrema gives an explicit criterion that explains why (and says when) the local moment matching method gives some negative mass.

scholarly journals Local Moment Matching and S-convex Extrema

2007 ◽  
Vol 37 (02) ◽  
pp. 387-404
Author(s):  
Cindy Courtois ◽  
Michel Denuit
Keyword(s):  
Local Moment ◽  
Discrete Version ◽  
Moment Matching ◽  
Explicit Criterion ◽  
Matching Method ◽  
Negative Mass

The paper is devoted to the local moment matching method and its links with the discrete version of the s-convex extremal distributions. It is well-known that the local moment matching method can produce some negative masses. Connecting the local moment matching method to the discrete s-convex extrema gives an explicit criterion that explains why (and says when) the local moment matching method gives some negative mass.

Destriping Hyperspectral Image Based on an Improved Moment Matching Method

2009 ◽  
Vol 29 (12) ◽  
pp. 3333-3338 ◽  
Author(s):  
韩玲 Han Ling ◽  
董连凤 Dong Lianfeng ◽  
张敏 Zhang Min ◽  
吴静 Wu Jing
Keyword(s):  
Hyperspectral Image ◽  
Moment Matching ◽  
Matching Method
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